Permian Resources Stock Alpha and Beta Analysis
| PR Stock | USD 15.59 0.05 0.32% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Permian Resources. It also helps investors analyze the systematic and unsystematic risks associated with investing in Permian Resources over a specified time horizon. Remember, high Permian Resources' alpha is almost always a sign of good performance; however, a high beta will depend on investors' risk tolerance level and may signal increased volatility and potential future overvaluation. Key technical indicators related to Permian Resources' market risk premium analysis include:
Beta 0.93 | Alpha 0.0431 | Risk 2.01 | Sharpe Ratio 0.088 | Expected Return 0.18 |
Permian Resources Quarterly Cash And Equivalents |
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Alpha is a measure of relative performance on a risk-adjusted basis, while beta measures volatility against the benchmark. The goal is to know if an investor is being compensated for the volatility risk taken. The return on investment might be better than its reference but still not compensate for the assumption of the risk.
Permian |
Permian Resources Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Permian Resources market risk premium is the additional return an investor will receive from holding Permian Resources long position in a well-diversified portfolio. The market premium is part of the Capital Asset Pricing Model (CAPM), which most analysts and investors use to calculate the acceptable rate of return on investment in Permian Resources. At the center of the CAPM is the concept of risk and reward, which is usually communicated by investors using alpha and beta measures. Alpha and beta are two of the key measurements used to evaluate Permian Resources' performance over market.| α | 0.04 | β | 0.93 |
Permian Resources expected buy-and-hold returns
Although buy-and-hold investment strategy may not appeal to all investors, it may be used as a good measure of Permian Resources' Buy-and-hold return. Our buy-and-hold chart shows how Permian Resources performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Permian Resources Market Price Analysis
Market price analysis indicators help investors to evaluate how Permian Resources stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Permian Resources shares will generate the highest return on investment. By understating and applying Permian Resources stock market price indicators, traders can identify Permian Resources position entry and exit signals to maximize returns.
Permian Resources Return and Market Media
The median price of Permian Resources for the period between Fri, Aug 30, 2024 and Thu, Nov 28, 2024 is 13.89 with a coefficient of variation of 5.6. The daily time series for the period is distributed with a sample standard deviation of 0.79, arithmetic mean of 14.09, and mean deviation of 0.62. The Stock received substential amount of media coverage during this period. Price Growth (%) |
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About Permian Resources Beta and Alpha
For many years both, Alpha and Beta indicators are used by professional money managers as critical performance measurement tools across virtually all financial instruments including Permian or other stocks. Alpha measures the amount that position in Permian Resources has returned in comparison to a selected market index or another relevant benchmark. In other words, Alpha is the excess return on an investment relative to the performance of your selected benchmark. Beta, on the other hand, measures the relative risk of your investment.
| 2023 | 2024 (projected) | Dividend Yield | 0.0299 | 0.0314 | Price To Sales Ratio | 1.52 | 1.45 |
Permian Resources Upcoming Company Events
As portrayed in its financial statements, the presentation of Permian Resources' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Permian Resources' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Permian Resources' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Permian Resources. Please utilize our Beneish M Score to check the likelihood of Permian Resources' management manipulating its earnings.
| 28th of February 2024 Upcoming Quarterly Report | View | |
| 13th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 28th of February 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 31st of December 2022 Last Financial Announcement | View |
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Additional Tools for Permian Stock Analysis
When running Permian Resources' price analysis, check to measure Permian Resources' market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Permian Resources is operating at the current time. Most of Permian Resources' value examination focuses on studying past and present price action to predict the probability of Permian Resources' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Permian Resources' price. Additionally, you may evaluate how the addition of Permian Resources to your portfolios can decrease your overall portfolio volatility.